Pregled bibliografske jedinice broj: 652080
Unavoidable collections of balls for isotropic Levy processes
Unavoidable collections of balls for isotropic Levy processes // Stochastic processes and their applications, 124 (2014), 3; 1303-1334 doi:10.1016/j.spa.2013.11.003 (međunarodna recenzija, članak, znanstveni)
CROSBI ID: 652080 Za ispravke kontaktirajte CROSBI podršku putem web obrasca
Naslov
Unavoidable collections of balls for isotropic Levy processes
Autori
Mimica, Ante ; Vondraček, Zoran
Izvornik
Stochastic processes and their applications (0304-4149) 124
(2014), 3;
1303-1334
Vrsta, podvrsta i kategorija rada
Radovi u časopisima, članak, znanstveni
Ključne riječi
Isotropic Levy process ; Green function ; minimal thinness at infinity
Sažetak
A collection $\{; ; ; ; ; ; \overline{; ; ; ; ; ; B}; ; ; ; ; ; (x_n, r_n)\}; ; ; ; ; ; _{; ; ; ; ; ; n\ge 1}; ; ; ; ; ; $ of pairwise disjoint balls in the Euclidean space $\R^d$ is said to be avoidable with respect to a transient process $X$ if the process with positive probability escapes to infinity without hitting any ball. In this paper we study sufficient and necessary conditions for avoidability with respect to unimodal isotropic L\'evy processes satisfying a certain scaling hypothesis. These conditions are expressed in terms of the characteristic exponent of the process, or alternatively, in terms of the corresponding Green function. We also discuss the same problem for a random collection of balls. The results are generalization of several recent results for the case of Brownian motion.
Izvorni jezik
Engleski
Znanstvena područja
Matematika
POVEZANOST RADA
Projekti:
MZOS-037-0372790-2801 - Slučajni procesi sa skokovima (Vondraček, Zoran, MZOS ) ( CroRIS)
Ustanove:
Prirodoslovno-matematički fakultet, Matematički odjel, Zagreb,
Prirodoslovno-matematički fakultet, Zagreb
Citiraj ovu publikaciju:
Časopis indeksira:
- Current Contents Connect (CCC)
- Web of Science Core Collection (WoSCC)
- Science Citation Index Expanded (SCI-EXP)
- SCI-EXP, SSCI i/ili A&HCI
- Scopus
Uključenost u ostale bibliografske baze podataka::
- MathSciNet
- Zentrallblatt für Mathematik/Mathematical Abstracts